Path-dependent scenario trees for multistage stochastic programmes in finance

标题
Path-dependent scenario trees for multistage stochastic programmes in finance
作者
关键词
-
出版物
QUANTITATIVE FINANCE
Volume 12, Issue 8, Pages 1265-1281
出版商
Informa UK Limited
发表日期
2010-12-15
DOI
10.1080/14697688.2010.518154

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